kjh2064
aedabdd37b
suggest/quant_investment_engine_v8_9_portfolio_optimizer_canonical_refactored.yaml의
implementation_todo_v8_9(P0~P4) 전체를 spec/tool/golden case 레벨로 구현.
- P0: PORTFOLIO_TRANSITION_UTILITY_V1, SELL_LOT_PARETO_SELECTOR_V1, FORECAST_SIMULATION_ENGINE_V1
- P1: SECTOR_EXPOSURE_GRAPH_V1/LEADER_LIFECYCLE_GATE_V1, EXECUTION_CAPACITY_LADDER_V1, MODEL_GOVERNANCE_KILL_SWITCH_V1
- P2: SCENARIO_SHOCK_MATRIX_V1, TRANSITION_SET_ENUMERATOR_V1, IMMUTABLE_DECISION_LEDGER_V1, EXECUTION_PLAN_COMPILER_V1
- P3: STATE_VECTOR_CONSTRUCTOR_V1, WALK_FORWARD_BOOTSTRAP_V1, TRANSITION_SET_ENUMERATOR_V1(MRC/CVaR 확장),
REBALANCE_CADENCE_GATE_V1, WEEKLY_LEGACY_TRANSFER_PLAN_V1
기존 regime/cluster 연동 정책 수치(현금방어선, 반도체 cap)는 그대로 유지하고 신규 cap 필드만 추가.
spec/09_decision_flow.yaml과 runtime/active_artifact_manifest.yaml에 전 엔진 배선 완료.
governance/todo/v8_9_p{0,1,2,3}_adoption_plan.yaml에 각 단계 작업 추적 기록.
검증: validate_specs/validate_golden_coverage_100(100%)/validate_calibration_registry_v1/
validate_schema_model_generation_v1/validate_agents_shrink_v1 전부 PASS. golden test 53/53 PASS.
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
70 lines
2.4 KiB
Python
70 lines
2.4 KiB
Python
"""Golden tests for PORTFOLIO_TRANSITION_UTILITY_V1 (governance/todo/v8_9_p0_adoption_plan.yaml P0-1.5).
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Maps to v8.9 proposal golden cases V89_002 (no_trade_default), V89_048 (solver_failure),
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V89_049 (rank_tie), V89_050 (conflicting_packets).
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"""
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from __future__ import annotations
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import importlib.util
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import sys
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from pathlib import Path
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ROOT = Path(__file__).resolve().parents[3]
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MODULE_PATH = ROOT / "tools" / "build_portfolio_transition_optimizer_v1.py"
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def _load_module():
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spec = importlib.util.spec_from_file_location("build_portfolio_transition_optimizer_v1", MODULE_PATH)
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module = importlib.util.module_from_spec(spec)
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assert spec.loader is not None
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spec.loader.exec_module(module)
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return module
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def test_v89_002_no_decision_packet_returns_no_trade_default() -> None:
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mod = _load_module()
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result = mod._hard_constraint_pass({"numeric_provenance_status": "DATA_MISSING"}, {})
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ok, reason = result
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assert ok is False
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assert reason == "DATA_INVALID"
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def test_v89_048_missing_execution_mode_blocks_candidate() -> None:
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mod = _load_module()
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ok, reason = mod._hard_constraint_pass(
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{"numeric_provenance_status": "PASS"}, {"execution_mode": None}
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)
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assert ok is False
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assert reason == "EXECUTION_MODE_BLOCK"
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def test_v89_049_negative_utility_is_vetoed_not_silently_zeroed() -> None:
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mod = _load_module()
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utility = mod._transition_utility_krw(
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candidate={"action_type": "SELL_CASH_REPAIR", "planned_amount_krw": -500000},
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ce70_net_profit_krw=None,
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tax_fee_slippage_krw=100000,
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cash_repair_benefit_krw=0,
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concentration_reduction_benefit_krw=0,
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turnover_penalty_krw=0,
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)
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assert utility is not None
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assert utility < 0
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def test_v89_050_missing_inputs_emit_quarantine_not_fabricated_zero(tmp_path) -> None:
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mod = _load_module()
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sys.argv = [
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"build_portfolio_transition_optimizer_v1.py",
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"--decision-packet", str(tmp_path / "missing_packet.json"),
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"--sell-waterfall", str(tmp_path / "missing_sw.json"),
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"--cash-recovery", str(tmp_path / "missing_cr.json"),
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"--simulation", str(tmp_path / "missing_sim.json"),
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"--out", str(tmp_path / "out.json"),
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]
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rc = mod.main()
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assert rc == 0
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out = (tmp_path / "out.json").read_text(encoding="utf-8")
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assert "NO_TRADE_AND_QUARANTINE" in out
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assert "missing_optimizer_inputs" in out
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